Question re Back-Adjusted Continuous Contracts

[drfager]

Please forgive me if this question has already been addressed, but as a new Ninja Trader user, I'm looking for a data provider that provides back-adjusted futures contracts without the need to manually perform the back adjustment in Ninja Trader via the merge feature.

When I searched existing threads, I was a bit confused but it appears that eSignal and DTNiQ do not provide back adjusted futures contracts for use in Ninja Trader, only continuous contracts with no adjustment. Is this correct?

More importantly, is there any data provider that does provide, say, a back adjusted daily continuous contract with at least several years of historical data (without requiring you to sign up for their brokerage)? And has anyone spoken to Barchart or Track Data about this?

Also, can one of the Ninja Trader moderators perhaps comment a bit further on how the NT 7.0 continuous contract feature might help in this regard if a data provider solution doesn't exist?

Thanks so much, as the ability to utilize back adjusted continuous contracts in Ninja Trader is vital for me!

With best regards,

[NinjaTrader_Michael]

Hi,


Correct, I don't believe that these providers offer back adjusted contracts. I recommend contacting the providers for clarification regarding this and the amount of data eSignal and IQfeed supply for their continuous contracts.

Unfortunately I currently do not have information regarding the enhancements which may have been made in order to accommodate back adjusting.

[drfager]

An addendum re Barchart Continuous Contracts

Thanks for your reply, Michael. I just got off the phone with one of the support staff at Barchart.com, who told me that Barchart does have back adjusted continuous contracts for download but that NT isn't able to display them because there is no symbol set convention for them in NT. (I hope I explained that correctly!)

If this could be addressed (maybe with a ##.## style solution as for eSignal and DTNiQ), it would represent a major breakthrough for those of us who find back-adjusted contracts essential to our analysis/backtesting/trading. Moreover, Barchart's NT download pricing appears very reasonable and their historical database is extensive (not to mention that their support guy was remarkably patient, thorough and forthright on the subject). Any chance you can liaise with the Barchart team on this?

Best regards,

drfager

[NinjaTrader_Michael]

Hi,


Thank you for the information.


I will forward this suggestion to development for future considerations.

[paulxx]

Does this mean ordinary nearest continuous futures are available with BarChart then? Last I heard they were not, which is one reason I haven't subscribed. I don't want the back adjusted ones though....

[NinjaTrader_Michael]

Hi,



Unfortunately continuous contracts are not available via NT/Barchart at this time.

[trend]

Hi,
I'm on eSignal and designed a futures continuation
chart for CL with custom rollover/backadjustment specifications.
These contract is designated as CL 1! and is different from the
CL #F which is the default esignal backadjusted continuous contract
How do I map CL 1! to bring in Historical and chart?
Thanks,

[NinjaTrader_Kyle]

Hi Trend,

Thank you for your reply.

Unfortunately, I'm not sure if this is possible. If this was possible, it should just be a matter of configuring an instrument with that mapping. If that doesn't do the trick, you'll need to find a method to export the data from eSignal and import it in to NinjaTrader.

Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivty provider
• Press the "OK" button

* If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.
The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

• Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
• Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
• Select the appropriate expiration date if this is a futures instrument
• Press the "<" button to add the instrument to the list

You are now complete and can press the "OK" button.






For more information about importing historical data from a text file: http://www.ninjatrader-support.com/H...V6/Import.html